You can not access databases without the BDE - unless you want to spend the next few years into programming your own interface. I'll suggest that you read the distribution license, that tells which DLL is necessary to implement for the BDE to work.
You can then place these DLL's in your application directory, but i recommend that you use the installer provided with Delphi.

If your application is small in size, and doesn't relly heavliy on the database function, you could choose to implement your database functions in a standard binarry format. The read the files into memory and process your data in this way.

Depending on the database you use, you can easily go without the BDE.
I use 'Apollo' for Delphi-applications which access Clipper and
Foxpro files (DBF/CDX).
I use 'Opus Direct Access' for accessing MS-Access files.

With both products (2 extra DLL's) , you can create a one-disk installation of your application (with BDE, you need at least 3)

1. First start the BDE Administrator from the Windows Start Menu
(it will be in the Delphi 3.0 folder.)

2. Now select Object|ODBC administrator from the main menu.
(this will bring up a list of currently installed drivers.)

3. Choose Add and then select the ODBC driver you would like to create
a data source for, then click on OK.

4. Next fill in the appropriate information for your driver.
(A minimal configuration will require the Data Source Name field.
You will also need to fill in at least one other field that is a
location specifier for the data. This could be a path in the case of
Paradox or dBase tables or the Server field in the case of configuring
an Interbase ODBC driver. Some non-exhaustive examples include; if

you are using Interbase you would select a path to a .GDB file, if
using Paradox or dBASE files you would specify the data directory
containing your tables or if you were using Oracle you would specify
the entry as it appears in your TNSNAMES.ORA file. Once this is done
you have created a virtual driver and will be able to access your
database files through the datasource your created.)

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